Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-09-29 13.414152 15.332898 17.414566 19.838915 22.582980 25.590769 29.135803
2024-10-06 10.580986 13.146093 16.152032 19.927386 24.535151 29.968617 36.854614
2024-10-13 9.376117 12.278033 15.847420 20.547053 26.557734 33.972473 43.797619
2024-10-20 8.105654 11.126770 15.007229 20.335731 27.439463 36.558450 49.124836
2024-10-27 6.814145 9.752263 13.673107 19.259743 26.983263 37.248219 51.884215
2024-11-03 6.296309 9.349272 13.562887 19.764790 28.616089 40.741797 58.551230
2024-11-10 5.851404 8.988189 13.453435 20.224025 30.171703 44.180375 65.316777
2024-11-17 5.280706 8.378593 12.920434 20.004711 30.703985 46.169215 70.103659
2024-11-24 4.742847 7.760934 12.311546 19.602412 30.904275 47.647294 74.186180
2024-12-01 4.372987 7.365406 11.997072 19.605710 31.689404 50.003862 79.683341
2024-12-08 4.116919 7.125131 11.897224 19.922456 32.959766 53.144698 86.536521
2024-12-15 3.846893 6.835382 11.690344 20.041727 33.908051 55.820092 92.792699
2024-12-22 3.541606 6.467070 11.338162 19.915415 34.480562 57.986185 98.460784
2024-12-29 3.325494 6.233582 11.191348 20.118440 35.606211 61.106202 105.869716
2025-01-05 3.195898 6.139602 11.270180 20.703322 37.399548 65.406108 115.458286
2025-01-12 2.952113 5.815236 10.918986 20.504206 37.817442 67.412295 121.270026
2025-01-19 2.600967 5.258387 10.107093 19.415231 36.583332 66.505270 121.980730
2025-01-26 2.507847 5.185735 10.171402 19.925738 38.244540 70.710367 131.873164
2025-02-02 2.414516 5.103930 10.210612 20.387983 39.839609 74.877034 141.916037
2025-02-09 2.242976 4.850523 9.903422 20.167161 40.141204 76.724193 147.842455
2025-02-16 2.064745 4.567597 9.516733 19.761684 40.059328 77.853394 152.490319
2025-02-23 1.946876 4.400236 9.345016 19.765030 40.760078 80.462956 160.033925
2025-03-02 1.870847 4.315372 9.332310 20.084220 42.095376 84.332394 170.166004